CBOE EFA ETF Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:127.16% (-7.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 20.46 | |
| 0.2172 | 17.53 | |
| 0.8091 | 136.61 | |
| -0.1556 | -9.00 |
Estimation Period:
Jan 2, 2008 to Dec 12, 2025
Jan 2, 2008 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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